iShares Paris-Aligned Climate Optimized MSCI USA ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.30% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 8.19 | |
| 0.0844 | 10.70 | |
| 0.8889 | 113.60 |
Estimation Period:
Feb 11, 2022 to Feb 6, 2026
Feb 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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